I assume your stones are long enough to be useful (at least 6"). The usual problem is that you aren't taking enough metal off the edge and/or your holding the blade at the wrong angle (tipped up too high the edge will drag, tipped down too low your sharpening doesn't make it to the edge).
Find a protractor and draw yourself a 20-degree angle on some paper. Cut your angle out and use it as a reference as you hold your blade on your stone. When you hone you will want to hold your blade tipped up so that the centerline is 20-degrees off the surface of the stone (later you may decide to go higher or lower). You don't have to hold a perfect angle, but you will get your job done fastest if you stay in the 20-degree range.
Clean your stones using hot water, sink scouring powder, and a brush or Scotch Brite. You are going to do most of your work with your coarsest stone. Holding your 20-degrees hone one side 50 strokes then the other side 50 strokes (use hard pressure). See if you can feel a burr forming on the side opposite your latest honing effort. If not, then repeat. You want to keep working your coarse stone until you get a conspicous burr for the full length of your blade.
Once you get your burr, work it off by honing on alternating sides of the blade lightly with the coarse hone. Finish up by similar light honing with the medium then fine stones. As your final step strop the blade with the edge-trailing a few strokes on the finest stone. Then very, very, lightly, hone edge-leading. Strop on leather. See the FAQ. Keep in mind that your biggest problem is if you don't rough down your blade far enough before you get to your finer stones.
If you want a finer finish edge than this gives you, get some ceramic hones that are mounted in a 'V' pattern in a wooden block. Use these in your finish step.
You might need longer stones. If you are working with a really difficult blade alloy you might want to try a medium coarse DMT diamond bench hone for your rough work.